STN-TGAT: Top-K portfolio construction via prior-guided graph attention with learnable soft-threshold sparsification
Read the original at arxiv.org→arXiv:2607.19385v1 Announce Type: new Abstract: This paper tackles the problem of stock ranking and portfolio construction under realistic investment settings by jointly modeling temporal dynamics and...
Original headline: "STN-TGAT: Top-K Portfolio Construction via Prior-Guided Graph Attention with Learnable Soft-Threshold Sparsification"
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- Jul 23, 04:00 UTC arXiv cs.LG lead source STN-TGAT: Top-K Portfolio Construction via Prior-Guided Graph Attention with Learnable Soft-Threshold Sparsification